Anic Equity¶

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Total return since start: 0.62 %¶

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Equity now: -----------------------------> 49485.62 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43487.45 Kr¶

PnL: ---------------------------------------> -1388.13 Kr¶

DD now: ---------------------------------> -6.842 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 14:53:18.222509'

Anic Portfolio¶

Today¶

Return: -0.185 %¶

This Week¶

Return: -2.494 %¶

Total portfolio value¶

Return including deposits: 62.003 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.250000 1518.370000 95.370000 6.700000 1423.000014
Nederman Holding 1 -2.370000 206.000000 7.000000 3.520000 199.000000
Hennes & Mauritz B 6 -0.970000 916.080000 4.080000 0.450000 912.000000
Eastnine 6 0.550000 660.000000 3.000000 0.460000 657.000000
Profoto Holding 7 -1.670000 575.400000 -6.600000 -1.130000 581.999999
Atrium Ljungberg B 5 0.170000 895.500000 -8.500000 -0.940000 904.000000
ASSA ABLOY B 4 -0.570000 983.200000 -9.800000 -0.990000 993.000000
JM 7 -0.220000 938.000000 -12.000000 -1.260000 950.000002
Creaspac SPAC 40 0.210000 3820.000000 -14.000000 -0.370000 3834.000000
Biotage 1 -5.210000 134.600000 -14.400000 -9.660000 149.000000
AcadeMedia 20 -0.740000 962.800000 -15.200000 -1.550000 978.000000
BioGaia B 8 0.910000 888.000000 -16.000000 -1.770000 904.000000
OX2 12 -1.650000 891.600000 -17.400000 -1.910000 909.000000
Gränges 10 0.290000 1021.000000 -18.000000 -1.730000 1039.000000
Vitrolife 3 -0.090000 656.400000 -20.600000 -3.040000 677.000001
Bufab 3 -0.620000 1053.000000 -23.000000 -2.140000 1076.000001
Latour B 4 -1.980000 831.200000 -24.800000 -2.900000 856.000000
Investor B 3 -0.730000 633.000000 -25.000000 -3.800000 657.999999
Addnode Group B 7 -1.030000 878.500000 -26.500000 -2.930000 904.999998
Vitec Software Group B 2 -2.530000 1077.000000 -27.000000 -2.450000 1104.000000
Hexatronic Group 15 -0.400000 1040.400000 -30.600000 -2.860000 1071.000000
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
INVISIO 15 -0.420000 3540.000000 -32.000000 -0.900000 3571.999995
Sandvik 4 -0.390000 815.200000 -32.800000 -3.870000 848.000000
Sagax A 4 -2.290000 852.000000 -34.000000 -3.840000 886.000000
Sagax B 4 -2.260000 848.400000 -36.600000 -4.140000 885.000000
Alimak Group 12 -0.250000 969.600000 -37.400000 -3.710000 1007.000004
Byggmax Group 33 -1.130000 925.320000 -41.680000 -4.310000 966.999990
SKF B 5 -1.110000 938.000000 -42.000000 -4.290000 980.000000
EQT 4 -2.920000 824.400000 -48.600000 -5.570000 873.000000
Catena 2 -0.480000 752.800000 -53.200000 -6.600000 806.000000
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
HEXPOL B 8 -5.270000 892.000000 -65.000000 -6.790000 957.000000
Orrön Energy 170 -3.970000 1972.850000 -73.150000 -3.580000 2045.999980
Hexagon B 26 -1.730000 3325.400000 -94.600000 -2.770000 3420.000012
VEF 788 -1.040000 1793.490000 -109.510000 -5.750000 1903.000300
Sedana Medical 93 0.730000 2583.540000 -400.040000 -13.410000 2983.577733
TOTAL 43487.450000 -1388.130000 -6.84244% 44875.578016

Updated:¶

'2023-06-21 14:53:34.509995'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶